+5.0%
CARR vs PLUG
-72.4%
+77.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.1% | -5.2% | -1.2% |
| 7D | +3.2% | +8.1% | -4.9% | +2.8% |
| 30D | -7.7% | +3.7% | -11.3% | -7.9% |
| 3M | -11.9% | -29.2% | +17.2% | -10.6% |
| 6M | +2.0% | +6.1% | -4.1% | +0.6% |
| YTD | +13.2% | +14.7% | -1.6% | +10.3% |
| 1Y | -8.5% | +56.9% | -65.5% | -13.8% |
| 3Y | +5.0% | -71.6% | +76.6% | +4.6% |
| All | +5.0% | -72.4% | +77.4% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PLUG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling